Focuses on recognizing, solving, and analyzing optimization problems. Linear algebra overview: vector spaces and matrices, linear transformations, matrix algebra, projections, similarity transformations, norms, eigen-decomposition and SVD. Convex sets, convex functions, duality theory and optimality conditions. Unconstrained optimization: 1D search, steepest descent, Newton's method, conjugate gradient method, DFP and BFGS methods, stochastic gradient descent. Constrained optimization: projected gradient methods, linear programming, quadratic programming, penalty functions, and interior-point methods. Global search methods: simulated annealing, genetic algorithms, particle swarm optimization.

Programming, software and hardware design and implementation issues of computing systems for machine learning. Topics in the programming/software domain will include: basic Python program structure, variables and assignment, built-in data types, flow control, functions and modules; basic I/O, and file operations. Classes, object-oriented programming and exceptions. Regular expressions, database access, network programming and sockets. Introduction to the Numpy, Scipy and Matplotlib libraries. Topics in the hardware domain include computer architecture, CPUs, single- and multi-core architectures, GPUs, memory and I/O systems, persistent storage, and virtual memory. Parallel processing architectures, multiprocessing and cluster processing.

Provides both a broad coverage of basic algorithms and data structures. Topics include sorting, searching, graph and string algorithms; greedy algorithm, branch-and-bound, dynamic programming and job scheduling; Arrays, linked lists, queues, stacks, and hash tables; Algorithm complexity, best/average/worst case analysis. Applications selected from machine learning problems.

Provides an introduction to the construction and use of deep neural networks: models that are composed of several layers of nonlinear processing. The class will focus on the main features in deep neural nets structures. Specific topics include backpropagation and its importance to reduce the computational cost of the training of the neural nets, various coding tools available and how they use parallelization, and convolutional neural networks. Additional topics may include autoencoders, variational autoencoders, convolutional neural networks, recurrent and recursive neural networks, generative adversarial networks, and attention-based models. The concepts introduced will be illustrated by examples of applications chosen among various classification/clustering questions, computer vision, natural language processing.

An introduction to basic concepts and techniques in computer vision. Topics include low-level operations such as image filtering, correlation, edge detection and Fourier analysis. Image segmentation, texture and color analysis. Perspective, cameras and 3D reconstruction of scenes using stereo and structure from motion. Deep learning for object detection, recognition and classification in images and video.